A hypothesis on ergodicity and the signal‐to‐noise paradox

Abstract

This letter raises the possibility that ergodicity concerns might have some bearing on the signal‐to‐noise paradox. This is explored by applying the ergodic theorem to the theory behind ensemble weather forecasting and the ensemble mean. Using the ensemble mean as our best forecast of observations amounts to interpreting it as the most likely phase‐space trajectory, which relies on the ergodic theorem. This can fail for ensemble forecasting systems if members are not perfectly exchangeable with each other, the averaging window is too short and/or there are too few members. We argue these failures can occur in cases such as the winter North Atlantic Oscillation (NAO) forecasts due to intransitivity or regime behaviour for regions such as the North Atlantic and Arctic. This behaviour, where different ensemble members may become stuck in different relatively persistent flow states (intransitivity) or multi‐modality (regime behaviour), can in certain situations break the ergodic theorem. The problem of non‐ergodic systems and models in the case of weather forecasting is discussed, as are potential mitigation methods and metrics for ergodicity in ensemble systems.